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6月6日股指期货套利监测日报
news flash· 2025-06-06 07:09
Group 1 - The core point of the article discusses the monitoring of stock index futures arbitrage as of June 6, highlighting the basis and monthly spread of various contracts [1] Group 2 - The basis for the CSI 300 IF2506 contract is at a discount of 18.58, the SSE 50 IH2506 contract at a discount of 15.25, the CSI 500 IC2506 contract at a discount of 36.68, and the CSI 1000 IM2506 contract at a discount of 52.64 [1] - The monthly spread for the CSI 300 IF2506-2507 is 37.4, for the SSE 50 IH2506-2507 is 30.8, for the CSI 500 IC2506-2507 is 70.4, and for the CSI 1000 IM2506-2507 is 94.0 [1]
6月4日股指期货套利监测日报
news flash· 2025-06-04 07:09
2.月差:沪深300IF2506-2507价差为39.2,上证50IH2506-2507价差为30.2,中证500IC2506-2507价差为 68.8,中证1000IM2506-2507价差为91.2。 1.基差:沪深300 IF2506合约贴水26.34,上证50 IH2506合约贴水17.22,中证500 IC2506合约贴水 51.21,中证1000 IM2506合约贴水69.17; 6月4日股指期货套利监测日报 金十期货6月4日讯, ...
5月14日股指期货套利监测日报
news flash· 2025-05-14 07:10
2.月差:沪深300IF2505-2506价差为35.6,上证50IH2505-2506价差为18.4,中证500IC2505-2506价差为 102.2,中证1000IM2505-2506价差为113.6。 5月14日股指期货套利监测日报 金十期货5月14日讯, 1.基差:沪深300 IF2505合约贴水0.21,上证50 IH2505合约升水2.22,中证500 IC2505合约升水0.88,中 证1000 IM2505合约贴水3.77; ...